Libor.LiborProcess
Class Calibrator.Swpn

java.lang.Object
  extended byLibor.LiborProcess.Calibrator.Swpn
Enclosing class:
Calibrator

public class Calibrator.Swpn
extends java.lang.Object

Structure containing swaption parameters and price.


Field Summary
 double kappa
           
 int p
           
 double price
           
 int q
           
 
Constructor Summary
Calibrator.Swpn(int p, int q, double kappa, double price)
           
 
Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
 

Field Detail

p

public int p

q

public int q

kappa

public double kappa

price

public double price
Constructor Detail

Calibrator.Swpn

public Calibrator.Swpn(int p,
                       int q,
                       double kappa,
                       double price)